Precinct Properties Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.67% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8876 | 6.69 | |
| 0.0481 | 31.95 | |
| 0.9918 | 782.17 | |
| 5.5148 | 9.27 |
Estimation Period:
Dec 18, 1997 to Dec 12, 2025
Dec 18, 1997 to Dec 12, 2025
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